Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPFIX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS I) | NA | -1.22% | -1.61% | -0.59% | NA | NA | NA | -1.48% |
Data as of 12/28/2017, AR inception is 03/04/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPFIX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS I) | 03/04/2011 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.22 | -1.61 | -0.59 | NA | NA | NA | -1.48 | 0.00 | -0.43 | -4.45 | 5.96 | -3.51 | -5.62 | -0.40 |
| Sharpe Ratio | NA | -0.05 | -0.06 | -0.03 | NA | NA | NA | -0.09 | -0.02 | -0.05 | -0.35 | 0.87 | -0.47 | -1.25 | -0.07 |
| Standard Deviation(%) | NA | 40.06 | 28.27 | 26.51 | NA | NA | NA | 16.59 | 36.39 | 12.66 | 12.99 | 6.86 | 7.49 | 4.57 | 6.82 |
| Draw Down(%) | NA | 21.86 | 21.86 | 21.86 | NA | NA | NA | 21.86 | 21.86 | 9.52 | 14.24 | 6.73 | 10.93 | 6.65 | 6.17 |
| Yield(%) | 0.00 | 0.00 | 2.06 | 1.48 | 0.70 | 0.46 | 0.35 | 1.16 | 0.00 | 5.80 | 0.70 | 1.21 | 0.00 | 0.00 | 0.00 |
Data as of 12/28/2017, AR inception is 03/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPFIX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS I) |
-6.35%
Apr 2011 - Apr 2014 |
-1.91%
Apr 2011 - Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPFIX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS I) |
3.18%
Sep 2013 - Sep 2016 |
-0.24%
Jul 2011 - Jul 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart